Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-31 0.545938 0.614801 0.693527 0.791230 0.910714 1.054096 1.242364
2025-09-07 0.462787 0.546637 0.649869 0.789377 0.978103 1.232837 1.618819
2025-09-14 0.404263 0.493511 0.609285 0.775918 1.019798 1.382797 2.008813
2025-09-21 0.364618 0.456826 0.581561 0.770732 1.067151 1.549704 2.495556
2025-09-28 0.330315 0.422044 0.550177 0.752675 1.088156 1.677887 2.978575
2025-10-05 0.319636 0.418038 0.560915 0.798540 1.221457 2.046382 4.211799
2025-10-12 0.317217 0.425040 0.588104 0.874788 1.428305 2.653318 6.734168
2025-10-19 0.296128 0.401839 0.565194 0.861184 1.459497 2.887338 8.467727
2025-10-26 0.280862 0.386005 0.552075 0.862498 1.521278 3.230625 11.362225
2025-11-02 0.261842 0.362708 0.524206 0.832081 1.506342 3.357210 13.547443
2025-11-09 0.241145 0.335361 0.487249 0.779718 1.430714 3.271698 14.279303
2025-11-16 0.229507 0.321751 0.472556 0.768985 1.451546 3.509046 18.408258
2025-11-23 0.226557 0.322658 0.484185 0.815152 1.632782 4.468989 38.825719
2025-11-30 0.216332 0.310820 0.472132 0.810635 1.682506 4.988021 66.323325
2025-12-07 0.205648 0.297488 0.456195 0.795549 1.699466 5.393351 114.118204
2025-12-14 0.197142 0.287290 0.445139 0.789699 1.742691 5.995624 271.824026
2025-12-21 0.187772 0.275035 0.429245 0.770789 1.741299 6.367969 696.029681
2025-12-28 0.186905 0.277404 0.441208 0.818223 1.971250 8.640968 NaN
2026-01-04 0.189002 0.285094 0.464256 0.897281 2.358149 13.727827 NaN
2026-01-11 0.181613 0.275236 0.451318 0.883139 2.384795 15.337985 NaN
2026-01-18 0.176206 0.268689 0.444620 0.884495 2.478322 18.447423 NaN
2026-01-25 0.168223 0.257010 0.426517 0.852932 2.418532 18.925171 NaN
2026-02-01 0.158667 0.242072 0.400891 0.798647 2.245077 16.938559 NaN